Report NEP-RMG-2003-10-05

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Jeanne, Olivier, 2003. "Why Do Emerging Economies Borrow in Foreign Currency?," CEPR Discussion Papers 4030, C.E.P.R. Discussion Papers.
• Devereux, Michael, 2003. "Taxing Risky Investment," CEPR Discussion Papers 4053, C.E.P.R. Discussion Papers.
• Gersbach, Hans, 2003. "The Optimal Capital Structure of an Economy," CEPR Discussion Papers 4016, C.E.P.R. Discussion Papers.
• Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies 614, Umeå University, Department of Economics.
• Ari Aisen & Francisco José Veiga, 2003. "Does Political Instability lead to higher and more volatile inflation? A Panel Data Analysis," NIPE Working Papers 10/2003, NIPE - Universidade do Minho.
• Lütje, Torben & Menkhoff, Lukas, 2003. "Risk Management, Rational Herding and Institutional Investors: A Macro View," Hannover Economic Papers (HEP) dp-285, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jianjun Miao, 2003. "Optimal Capital Structure and Industry Dynamics," Industrial Organization 0310001, University Library of Munich, Germany.
• Giannetti, Mariassunta, 2003. "On the Causes of Overlending: Are Guarantees on Deposits the Culprit?," CEPR Discussion Papers 4055, C.E.P.R. Discussion Papers.
• Renato Pelessoni & Paolo Vicig, 2003. "Convex Imprecise Previsions for Risk Measurement," Risk and Insurance 0309001, University Library of Munich, Germany.
• Udo Broll & Peter Welzel, 2003. "A Note on Hedging a Loan Portfolio," Discussion Paper Series 250, Universitaet Augsburg, Institute for Economics.
• Biais, Bruno & Mariotti, Thomas, 2003. "Credit, Wages and Bankruptcy Laws," CEPR Discussion Papers 3996, C.E.P.R. Discussion Papers.
• de Jong, Frank & Schotman, Peter C, 2003. "Price Discovery in Fragmented Markets," CEPR Discussion Papers 3987, C.E.P.R. Discussion Papers.
• Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Institute for Financial Research.
• Item repec:wpa:wuwpfi:0310002 is not listed on IDEAS anymore

• Drazen, Allan & Hubrich, Stefan, 2003. "Mixed Signals in Defending the Exchange Rate: What do the Data Say?," CEPR Discussion Papers 4050, C.E.P.R. Discussion Papers.
• Koskinen, Yrjö & Giannetti, Mariassunta, 2003. "Investor Protection and Equity-Holdings: An Explanation of Two Puzzles?," CEPR Discussion Papers 4017, C.E.P.R. Discussion Papers.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers 4002, C.E.P.R. Discussion Papers.
• Simone Varotto, 2003. "Credit risk diversification: evidence from the eurobond market," Bank of England working papers 199, Bank of England.
• Winslott Hiselius, Lena, 2003. "The Value of Road and Railway Safety - an Overview," Working Papers 2003:13, Lund University, Department of Economics.
• Robert-Paul Berben & W. Jos Jansen, 2003. "Comovement in international equity markets: A sectoral view," Finance 0310001, University Library of Munich, Germany.
• Panunzi, Fausto & Mueller, Holger, 2003. "Tender Offers and Leverage," CEPR Discussion Papers 3964, C.E.P.R. Discussion Papers.
• Flood, Robert P & Rose, Andrew, 2003. "Financial Integration: A New Methodology and an Illustration," CEPR Discussion Papers 4027, C.E.P.R. Discussion Papers.
• Prasanna Gai & Hyun Song Shin, 2003. "Debt maturity structure with pre-emptive creditors," Bank of England working papers 201, Bank of England.
• Favero, Carlo A. & Aiolfi, Marco, 2003. "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers 3997, C.E.P.R. Discussion Papers.